+640.7%
ADI vs CSGP
+61.2%
+579.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | +13.4% | -6.1% | +19.5% | +15.8% |
| 30D | -1.3% | +0.3% | -1.6% | -3.1% |
| 3M | +6.8% | -1.3% | +8.1% | +4.4% |
| 6M | -1.9% | -8.9% | +7.0% | -3.3% |
| YTD | +52.3% | -55.2% | +107.5% | +100.7% |
| 1Y | +71.6% | -56.4% | +128.0% | +128.5% |
| 3Y | +148.9% | -62.2% | +211.1% | +245.7% |
| 5Y | +140.8% | -63.7% | +204.5% | +229.4% |
| All | +640.7% | +61.2% | +579.5% | +400.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling